FutureBookQuote
This table contains live future quote records from the listing exchange. Each record contains up to four price levels and represents a live snapshot of the book for a specific future.
METADATA
Attribute | Value |
---|---|
Topic | 2580-market-data-futures |
MLink Token | FutMktData |
Product | SRLive |
accessType | SELECT |
Table Definition
Field | Type | Key | Default Value | Comment |
---|---|---|---|---|
fkey_at | enum - AssetType | PRI | 'None' | |
fkey_ts | enum - TickerSrc | PRI | 'None' | |
fkey_tk | VARCHAR(12) | PRI | '' | |
fkey_yr | SMALLINT UNSIGNED | PRI | 0 | |
fkey_mn | TINYINT UNSIGNED | PRI | 0 | |
fkey_dy | TINYINT UNSIGNED | PRI | 0 | |
updateType | enum - UpdateType | 'None' | ||
marketStatus | enum - MarketStatus | 'None' | market status open halted etc | |
bidPrice1 | DOUBLE | 0 | bid price | |
askPrice1 | DOUBLE | 0 | ask price | |
bidSize1 | INT | 0 | bid size in contracts | |
askSize1 | INT | 0 | ask size in contracts | |
bidOrders1 | SMALLINT UNSIGNED | 0 | number of participating orders at the bid price | |
askOrders1 | SMALLINT UNSIGNED | 0 | number of participating orders at the ask price | |
bidPrice2 | DOUBLE | 0 | bid price | |
askPrice2 | DOUBLE | 0 | ask price | |
bidSize2 | INT | 0 | bid size in contracts | |
askSize2 | INT | 0 | ask size in contracts | |
bidOrders2 | SMALLINT UNSIGNED | 0 | number of participating orders at the bid price | |
askOrders2 | SMALLINT UNSIGNED | 0 | number of participating orders at the ask price | |
bidPrice3 | DOUBLE | 0 | bid price | |
askPrice3 | DOUBLE | 0 | ask price | |
bidSize3 | INT | 0 | bid size in contracts | |
askSize3 | INT | 0 | ask size in contracts | |
bidOrders3 | SMALLINT UNSIGNED | 0 | number of participating orders at the bid price | |
askOrders3 | SMALLINT UNSIGNED | 0 | number of participating orders at the ask price | |
bidPrice4 | DOUBLE | 0 | bid price | |
askPrice4 | DOUBLE | 0 | ask price | |
bidSize4 | INT | 0 | bid size in contracts | |
askSize4 | INT | 0 | ask size in contracts | |
bidOrders4 | SMALLINT UNSIGNED | 0 | number of participating orders at the bid price | |
askOrders4 | SMALLINT UNSIGNED | 0 | number of participating orders at the ask price | |
srcTimestamp | BIGINT | 0 | source high precision timestamp if available | |
netTimestamp | BIGINT | 0 | inbound packet PTP timestamp from SR gateway switchusually syncronized with facility grandfather clock |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
fkey_tk | 1 |
fkey_yr | 2 |
fkey_mn | 3 |
fkey_dy | 4 |
fkey_at | 5 |
fkey_ts | 6 |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRLive`.`MsgFutureBookQuote` (
`fkey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`fkey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
`fkey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`fkey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`fkey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`fkey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`updateType` ENUM('None','PrcChange','SizeOnly','PrevPeriod') NOT NULL DEFAULT 'None',
`marketStatus` ENUM('None','PreOpen','PreCross','Cross','Open','Closed','Halted','AfterHours') NOT NULL DEFAULT 'None' COMMENT 'market status (open, halted, etc)',
`bidPrice1` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price',
`askPrice1` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price',
`bidSize1` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts',
`askSize1` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts',
`bidOrders1` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the bid price',
`askOrders1` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the ask price',
`bidPrice2` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price',
`askPrice2` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price',
`bidSize2` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts',
`askSize2` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts',
`bidOrders2` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the bid price',
`askOrders2` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the ask price',
`bidPrice3` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price',
`askPrice3` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price',
`bidSize3` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts',
`askSize3` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts',
`bidOrders3` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the bid price',
`askOrders3` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the ask price',
`bidPrice4` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price',
`askPrice4` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price',
`bidSize4` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts',
`askSize4` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts',
`bidOrders4` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the bid price',
`askOrders4` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the ask price',
`srcTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'source high precision timestamp (if available)',
`netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock',
PRIMARY KEY USING HASH (`fkey_tk`,`fkey_yr`,`fkey_mn`,`fkey_dy`,`fkey_at`,`fkey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='This table contains live future quote records from the listing exchange. Each record contains up to four price levels and represents a live snapshot of the book for a specific future.';
SELECT TABLE EXAMPLE QUERY
SELECT
`fkey_at`,
`fkey_ts`,
`fkey_tk`,
`fkey_yr`,
`fkey_mn`,
`fkey_dy`,
`updateType`,
`marketStatus`,
`bidPrice1`,
`askPrice1`,
`bidSize1`,
`askSize1`,
`bidOrders1`,
`askOrders1`,
`bidPrice2`,
`askPrice2`,
`bidSize2`,
`askSize2`,
`bidOrders2`,
`askOrders2`,
`bidPrice3`,
`askPrice3`,
`bidSize3`,
`askSize3`,
`bidOrders3`,
`askOrders3`,
`bidPrice4`,
`askPrice4`,
`bidSize4`,
`askSize4`,
`bidOrders4`,
`askOrders4`,
`srcTimestamp`,
`netTimestamp`
FROM `SRLive`.`MsgFutureBookQuote`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`fkey_at` = 'None'
AND
/* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */
`fkey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`fkey_tk` = 'Example_fkey_tk'
AND
/* Replace with a SMALLINT UNSIGNED */
`fkey_yr` = 123
AND
/* Replace with a TINYINT UNSIGNED */
`fkey_mn` = 1
AND
/* Replace with a TINYINT UNSIGNED */
`fkey_dy` = 1;
Doc Columns Query
SELECT * FROM SRLive.doccolumns WHERE TABLE_NAME='FutureBookQuote' ORDER BY ordinal_position ASC;